Optimising the Libor Switch with Portfolio Compression

PUBLISHED:
15 July 2020
2:46 PM

BY:
TriOptima

TriOptima's multilateral approach to portfolio compression is helping the sell-side and buy-side alike to reduce ICE Libor risk, optimise capital, and enhance operational efficiency.

The transition away from ICE Libor presents significant operational challenges for the many banks, swap dealers, hedge funds, asset managers, insurers and corporates that need to identify ways to convert their ICE Libor trades in each jurisdiction.

Regulation Asia sat down with Guy Rowcliffe, Global Head of Optimization Services at CME Group, to understand how its TriOptima business is supporting the market need for benchmark migration, along with its other regulatory driven initiatives.

Read the article here.